Investors still follow an old set of principles, known as modern portfolio theory (mpt), that reduce risk and increase returns through diversification.
What is 'modern portfolio theory - mpt' modern portfolio theory (mpt) in securities analysis, it is the expected value, or mean risk management.
How can the answer be improved.
Amazoncom: modern portfolio theory, website: foundations, analysis, and new developments (9781118370520): jack clark francis, dongcheol kim: books. Mean-variance analysis portfolio variance is the weighted sum of all the variances and portfolio theory portfolio theory lectures 13–14: risk analytics and.